scholarly journals On-line Elastic Similarity Measures for time series

2019 ◽  
Vol 88 ◽  
pp. 506-517 ◽  
Author(s):  
Izaskun Oregi ◽  
Aritz Pérez ◽  
Javier Del Ser ◽  
Jose A. Lozano
2013 ◽  
Vol 819 ◽  
pp. 160-164
Author(s):  
Yong Xiang Jiang ◽  
Bing Du ◽  
Pan Zhang ◽  
San Peng Deng ◽  
Yu Ming Qi

On-line monitoring recognition for machining chatter is one of the key technologies in manufacturing. Based on the nonlinear chaotic control theory, the vibration signal discrete time series for on-line monitoring indicator is studed. As in chatter the chaotic dynamics process attractor dimension is reduced, the KolmogorovSinai entropy (K-S) index is extracted to reflected the regularity of workpiece chatter, then the k-S entropy is simplified by coarse - grained entropy rate (CER), which can easily evaluated as chatter online monitoring threshold value. The milling test shows that the CER have a sharp decline when chatter occurre, and can quickly and accurately forecast chatter.


2019 ◽  
Vol 35 (13) ◽  
pp. 1400-1414 ◽  
Author(s):  
Miriam Rodrigues da Silva ◽  
Osmar Abílio de Carvalho ◽  
Renato Fontes Guimarães ◽  
Roberto Arnaldo Trancoso Gomes ◽  
Cristiano Rosa Silva

Author(s):  
Wynne Hsu ◽  
Mong Li Lee ◽  
Junmei Wang

In this chapter, we will first give the background and review existing works in time series mining. The background material will include commonly used similarity measures and techniques for dimension reduction and data discretization. Then we will examine techniques to discover periodic and sequential patterns. This will lay the groundwork for the subsequent three chapters on mining dense periodic patterns, incremental sequence mining, and mining progressive patterns.


2013 ◽  
Vol 444-445 ◽  
pp. 687-691
Author(s):  
Zhan Shou Chen

When analyzing time series an important issue is to decide whether the time series is stationary or nonstationary. Fixed sample statistical tests for that problem are well studies in the literature. In this paper we propose a moving variance ratio statistic to monitor the stationarity for normal sequence. Our Monte Carlo studies show that the proposed monitoring procedure has satisfactory test power and that the decision can often be made very early.


2019 ◽  
Vol 18 (01) ◽  
pp. 241-286 ◽  
Author(s):  
Alper Ozcan ◽  
Sule Gunduz Oguducu

Link prediction is considered as one of the key tasks in various data mining applications for recommendation systems, bioinformatics, security and worldwide web. The majority of previous works in link prediction mainly focus on the homogeneous networks which only consider one type of node and link. However, real-world networks have heterogeneous interactions and complicated dynamic structure, which make link prediction a more challenging task. In this paper, we have studied the problem of link prediction in the dynamic, undirected, weighted/unweighted, heterogeneous social networks which are composed of multiple types of nodes and links that change over time. We propose a novel method, called Multivariate Time Series Link Prediction for evolving heterogeneous networks that incorporate (1) temporal evolution of the network; (2) correlations between link evolution and multi-typed relationships; (3) local and global similarity measures; and (4) node connectivity information. Our proposed method and the previously proposed time series methods are evaluated experimentally on a real-world bibliographic network (DBLP) and a social bookmarking network (Delicious). Experimental results show that the proposed method outperforms the previous methods in terms of AUC measures in different test cases.


2020 ◽  
Author(s):  
Adrian Odenweller ◽  
Reik Donner

<p>The quantification of synchronization phenomena of extreme events has recently aroused a great deal of interest in various disciplines. Climatological studies therefore commonly draw on spatially embedded climate networks in conjunction with nonlinear time series analysis. Among the multitude of similarity measures available to construct climate networks, Event Synchronization and Event Coincidence Analysis (ECA) stand out as two conceptually and computationally simple nonlinear methods. While ES defines synchrony in a data adaptive local way that does not distinguish between different time scales, ECA requires the selection of a specific time scale for synchrony detection.</p><p>Herein, we provide evidence that, due to its parameter-free structure, ES has structural difficulties to disentangle synchrony from serial dependency, whereas ECA is less prone to such biases. We use coupled autoregressive processes to numerically study the sensitivity of results from both methods to changes of coupling and autoregressive parameters. This reveals that ES has difficulties to detect synchronies if events tend to occur temporally clustered, which can be expected from climate time series with extreme events exceeding certain percentiles.</p><p>These conceptual concerns are not only reproducible in numerical simulations, but also have implications for real world data. We construct a climate network from satellite-based precipitation data of the Tropical Rainfall Measuring Mission (TRMM) for the Indian Summer Monsoon, thereby reproducing results of previously published studies. We demonstrate that there is an undesirable link between the fraction of events on subsequent days and the degree density at each grid point of the climate network. This indicates that the explanatory power of ES climate networks might be hampered since trivial local properties of the underlying time series significantly predetermine the final network structure, which holds especially true for areas that had previously been reported as important for governing monsoon dynamics at large spatial scales. In contrast, ECA does not appear to be as vulnerable to these biases and additionally allows to trace the spatiotemporal propagation of synchrony in climate networks.</p><p>Our analysis rests on corrected versions of both methods that alleviate different normalization problems of the original definitions, which is especially important for short time series. Our finding suggest that careful event detection and diligent preprocessing is recommended when applying ES, while this is less crucial for ECA. Results obtained from ES climate networks therefore need to be interpreted with caution.</p>


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